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University of Essex: Computational Finance

Institution University of Essex View institution profile
Department Computer Science and Electronic Engineering
Web essex.ac.uk
Email pgadmit@essex.ac.uk
Telephone 01206 872719
Study type Taught

Summary

Our MSc Computational Finance equips you with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling.

We provide practical, hands-on learning about how modern, highly computerised financial markets work, how assets should be priced, and how investors should construct a portfolio of assets. In addition to traditional topics in derivatives and asset pricing, we place a special emphasis on risk management in non-Gaussian environment with extreme events.

You master these areas through studying topics including:

  • Non-linear and evolutionary computational methods for derivatives pricing and portfolio management

  • Applications of calculus and statistical methods

  • Computational intelligence in finance and economics

  • Financial markets

You also graduate with an understanding of the use of artificial financial market environments for stress testing, and the design of auctions and other financial contracts.

Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation.

Our research is geared towards real-world, practical applications, and many of our academic staff have experience of applying their findings in industry and in advising the UK government.

MSc

University of Essex

We Are Essex. Are you? Join the University of Essex, one of the top 30 universities in the UK (Guardian University Guide 2024).

As an Essex postgraduate you’ll have the freedom to challenge, ask the difficult questions and take intellectual risk. You’re taught and supported by world-leading academics in our research-intensive environment that will enable you to make a difference. You’ll be among Nobel Prize-winners, award-winning directors, presidents, astronauts and over 100,000 other alumni who have gone on to shape the world.

Research quality 

We’re dedicated to delivering high-impact research, our pioneering work continues to change the world. During …

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